+210.1%
W vs INDA
+115.4%
+94.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +0.2% | +1.1% | -0.9% | -1.1% |
| 30D | +6.8% | +9.4% | -2.6% | -3.7% |
| 3M | +10.7% | +2.9% | +7.7% | +7.0% |
| 6M | +86.3% | +7.2% | +79.1% | +74.0% |
| YTD | +11.5% | -4.8% | +16.3% | +20.3% |
| 1Y | +5.1% | -5.1% | +10.2% | +13.8% |
| 3Y | +171.0% | +16.7% | +154.3% | +135.2% |
| 5Y | -56.6% | +8.8% | -65.4% | -57.4% |
| All | +210.1% | +115.4% | +94.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling